• DocumentCode
    1374482
  • Title

    The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality

  • Author

    Masry, Elias

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Univ. of California, San Diego, CA, USA
  • Volume
    58
  • Issue
    4
  • fYear
    2010
  • fDate
    4/1/2010 12:00:00 AM
  • Firstpage
    1991
  • Lastpage
    1998
  • Abstract
    Let {Xi} be a stationary dependent random process with finite eight-order moments. For broad classes of processes (??-mixing and strongly mixing), we obtain the convergence in probability, with sharp rates, of the estimate of the fourth-order cumulant from n observations {Xi}i=1 n . We also establish the asymptotic distribution of the estimation error. The asymptotic expression of the variance is explicitly specified.
  • Keywords
    blind source separation; convergence of numerical methods; error statistics; higher order statistics; probability; asymptotic distribution; asymptotic normality; blind source separation; dependent data consistency; estimation error; finite eight-order moments; fourth-order cumulant estimation; probability convergence; stationary dependent random process; $rho$-mixing and strongly mixing processes; Asymptotic normality; convergence in probability; fourth-order cumulant;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2009.2039729
  • Filename
    5371932
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1374482